The button on the Japanese keyboard labelled 変換 seems to do nothing with
ibus-anthy. It is supposed to give do things with candidate selection depending on if you press it alone, or with Alt- or Shift-.
Basically the behaviour of Henkan seems to be very similar to Space in pre-edit. scim-anthy does not seem to support Alt-Henkan and Shift-Henkan afaict.
Fixed in ibus-anthy-1_1_0_20090402-1_fc11